Package jsl.utilities.random.arta

Class ARTACorrelationFinder

java.lang.Object

jsl.utilities.random.arta.ARTACorrelationEvaluator

jsl.utilities.random.arta.ARTACorrelationFinder

public class ARTACorrelationFinder
extends ARTACorrelationEvaluator

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected class	ARTACorrelationFinder.CorrFunction

Field Summary

Fields

Modifier and Type	Field	Description
double	DEFAULT_DELTA
static double	DEFAULT_HWBOUND
static int	DEFAULT_INITIAL_PTS
protected ARTACorrelationFinder.CorrFunction	myCorrFunction
protected double	myDelta
protected double	myDesiredCorrelation
protected double	myHWBound
protected int	myInitialPoints
protected Interval	myInterval
protected double	myLRho
protected double	myMatchingCorrelation
protected StochasticApproximationRootFinder	mySARootFinder
protected double	myURho

Fields inherited from class jsl.utilities.random.arta.ARTACorrelationEvaluator

myAntitheticFlag, myCorrelatedRng, myDistribution, myLag1Stat, myNumReps, mySampleSize, mySampleStat

Constructor Summary

Constructors

Constructor	Description
ARTACorrelationFinder(RVariableIfc distribution)
ARTACorrelationFinder(RVariableIfc distribution, double lag1)
ARTACorrelationFinder(RVariableIfc distribution, double lag1, int sampleSize)
ARTACorrelationFinder(RVariableIfc distribution, double lag1, int sampleSize, int numReps)
ARTACorrelationFinder(RVariableIfc distribution, double lag1, int sampleSize, int numReps, boolean antitheticFlag)

Method Summary

Modifier and Type	Method	Description
boolean	checkMatchingCorrelation(double desiredCorrelation)
double	findMatchingCorrelation()
Interval	getCorrelationInterval()
double	getDesiredCorrelation()
double	getDesiredPrecision()
double	getMatchingCorrelation()
double	getStoppingCriteria()
static void	main(java.lang.String[] args)
double	recommendInitialPoint(int n)
void	setDesiredPrecision(double prec)
void	setNumberOfPointsInInitialSearch(int n)
static void	test1()
static void	test2()
java.lang.String	toString()	Returns a String representation
void	turnOnTimer(long milliseconds)

Methods inherited from class jsl.utilities.random.arta.ARTACorrelationEvaluator

estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, getAntitheticFlag, getCorrelation, getLag1Statistics, getNumberOfReplications, getRandomVariable, getSampleSize, getSampleStatistics, sampleCorrelation, setAntitheticFlag, setCorrelation, setNumberOfReplications, setRandomVariable, setSampleSize

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

DEFAULT_HWBOUND

public static final double DEFAULT_HWBOUND

See Also:

Constant Field Values

DEFAULT_INITIAL_PTS

public static final int DEFAULT_INITIAL_PTS

See Also:

Constant Field Values

DEFAULT_DELTA

public final double DEFAULT_DELTA

See Also:

Constant Field Values

myDesiredCorrelation

protected double myDesiredCorrelation

myCorrFunction

protected ARTACorrelationFinder.CorrFunction myCorrFunction

mySARootFinder

protected StochasticApproximationRootFinder mySARootFinder

myMatchingCorrelation

protected double myMatchingCorrelation

myHWBound

protected double myHWBound

myDelta

protected double myDelta

myInitialPoints

protected int myInitialPoints

myInterval

protected Interval myInterval

myLRho

protected double myLRho

myURho

protected double myURho

Constructor Detail

ARTACorrelationFinder

public ARTACorrelationFinder(RVariableIfc distribution)

Parameters:

distribution - the distribution

ARTACorrelationFinder

public ARTACorrelationFinder(RVariableIfc distribution,
                             double lag1)

Parameters:

distribution - the distribution

lag1 - the desired lag

ARTACorrelationFinder

public ARTACorrelationFinder(RVariableIfc distribution,
                             double lag1,
                             int sampleSize)

Parameters:

distribution - the distribution

lag1 - the desired lag

sampleSize - the sample size

ARTACorrelationFinder

public ARTACorrelationFinder(RVariableIfc distribution,
                             double lag1,
                             int sampleSize,
                             int numReps)

Parameters:

distribution - the distribution

lag1 - the desired lag

sampleSize - the sample size

numReps - the number of replications

ARTACorrelationFinder

public ARTACorrelationFinder(RVariableIfc distribution,
                             double lag1,
                             int sampleSize,
                             int numReps,
                             boolean antitheticFlag)

Parameters:

distribution - the distribution

lag1 - the desired lag

sampleSize - the sample size

numReps - the number of replications

antitheticFlag - use antithetics flag

Method Detail

checkMatchingCorrelation

public boolean checkMatchingCorrelation(double desiredCorrelation)

getCorrelationInterval

public Interval getCorrelationInterval()

recommendInitialPoint

public double recommendInitialPoint(int n)

setNumberOfPointsInInitialSearch

public void setNumberOfPointsInInitialSearch(int n)

findMatchingCorrelation

public double findMatchingCorrelation()

getDesiredCorrelation

public double getDesiredCorrelation()

getMatchingCorrelation

public double getMatchingCorrelation()

toString

public java.lang.String toString()

Returns a String representation

Overrides:

toString in class ARTACorrelationEvaluator

Returns:

A String with basic results

turnOnTimer

public void turnOnTimer(long milliseconds)

getDesiredPrecision

public double getDesiredPrecision()

setDesiredPrecision

public void setDesiredPrecision(double prec)

getStoppingCriteria

public double getStoppingCriteria()

main

public static void main(java.lang.String[] args)

test1

public static void test1()

test2

public static void test2()